au.\*:("ZERVOS, Mihail")
Results 1 to 6 of 6
Selection :
A problem of sequential entry and exit decisions combined with discretionary stoppingZERVOS, Mihail.SIAM journal on control and optimization. 2004, Vol 42, Num 2, pp 397-421, issn 0363-0129, 25 p.Article
π optionsXIN GUO; ZERVOS, Mihail.Stochastic processes and their applications. 2010, Vol 120, Num 7, pp 1033-1059, issn 0304-4149, 27 p.Article
A MODEL FOR REVERSIBLE INVESTMENT CAPACITY EXPANSIONMERHI, Amal; ZERVOS, Mihail.SIAM journal on control and optimization. 2008, Vol 46, Num 3, pp 839-876, issn 0363-0129, 38 p.Article
Finite-fuel singular control with discretionary stoppingKARATZAS, Ioannis; OCONE, Daniel; HUI WANG et al.Stochastics and stochastics reports (Print). 2000, Vol 71, Num 1-2, pp 1-50, issn 1045-1129, 50 p.Article
A singular control model with application to the goodwill problemJACK, Andrew; JOHNSON, Timothy C; ZERVOS, Mihail et al.Stochastic processes and their applications. 2008, Vol 118, Num 11, pp 2098-2124, issn 0304-4149, 27 p.Article
Discretionary stopping of one-dimensional itô diffusions with a staircase reward functionBRONSTEIN, Anne Laure; HUGHSTON, Lane P; PISTORIUS, Martijn R et al.Journal of applied probability. 2006, Vol 43, Num 4, pp 984-996, issn 0021-9002, 13 p.Article